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Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
2
ARTICLES - Whittle Estimation of ARCH Models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-632
Persistent link: https://www.econbiz.de/10006978676
Saved in:
3
The ET interview : Peter M. Robinson
Robinson, Peter M.
;
Delgado, Miguel A.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10009311722
Saved in:
4
Stationary ARCH models : dependence structure and central limit theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001568487
Saved in:
5
A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
Giraitis, Liudas
;
Leipus, Remigijus
;
Philippe, Anne
- In:
Econometric theory
22
(
2006
)
6
,
pp. 989-1029
Persistent link: https://www.econbiz.de/10007393749
Saved in:
6
ARTICLES - Stationary ARCH Models: Dependence Structure and Central Limit Theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10006984546
Saved in:
7
SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Econometric theory
26
(
2010
)
2
,
pp. 383-406
Persistent link: https://www.econbiz.de/10008388025
Saved in:
8
Aggregation of the random coefficient GLARCH (1,1) process
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Econometric theory
26
(
2010
)
2
,
pp. 406-425
Persistent link: https://www.econbiz.de/10003968598
Saved in:
9
Asymptotic normality for weighted sums of linear processes
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
; …
- In:
Econometric theory
30
(
2014
)
1
,
pp. 252-284
Persistent link: https://www.econbiz.de/10010399779
Saved in:
10
A test for stationarity versus trends and unit roots for a wide class of dependent errors
Giraitis, Liudas
;
Leipus, Remigijus
;
Philippe, Anne
- In:
Econometric theory
22
(
2006
)
6
,
pp. 989-1029
Persistent link: https://www.econbiz.de/10003396931
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